I must agree with Secret Fire, because Gollum wasn't immediately on the Fellowship's trail, but was seen by the elves as following the orcs into Lorien. So it stands to reason that he followed them out of Moria, and I am certain that the orcs had such an intimate knowledge of the mines that they knew every possible hole out of which to crawl, and it had been a long time since the dwarves actually ruled Moria as a whole, so the orcs could have made alternative exits. It would be neat though if Tolkien had described them.
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"I wish I could go all the way with you to Rivendell, Mr. Frodo, and see Mr. Bilbo," said Sam. "And yet the only place I really want to be in is here. I am that torn in two."
"Poor Sam! It will feel like that, I am afraid. " said Frodo. "But you will be healed. You were meant to be solid and whole, and you will be."
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